+174.2%
SW vs EFX
+80.5%
+93.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -3.9% | -0.8% | -3.2% | -3.8% |
| 30D | +3.9% | +25.1% | -21.2% | -0.9% |
| 3M | -14.6% | +1.7% | -16.2% | -15.1% |
| 6M | +6.9% | +18.4% | -11.5% | +2.7% |
| YTD | +12.8% | -12.5% | +25.3% | +14.4% |
| 1Y | +24.3% | -8.1% | +32.4% | +25.0% |
| 3Y | +38.7% | +4.8% | +33.9% | +36.1% |
| 5Y | -3.6% | -30.1% | +26.5% | -2.2% |
| All | +174.2% | +80.5% | +93.7% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling